Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations
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DOI: 10.1007/s11009-013-9336-9
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- Coutin, Laure & Marie, Nicolas, 2017. "Invariance for rough differential equations," Stochastic Processes and their Applications, Elsevier, vol. 127(7), pages 2373-2395.
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Keywords
Mixed stochastic differential equation; Pathwise integral; Stochastic viability; Comparison theorem; Long-range dependence; fractional Brownian motion; Stochastic differential equation with random drift;All these keywords.
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